ArticlesArchiveAboutEditorial BoardAuthor Guidelines
Call for papersThe 2026 special issue on Climate & Health is open for submissions.Learn more
Journal of Mathematical Finance (JMF) aims at presenting the latest developments in pure and applied financial mathematics. It considers important theoretical, empirical and review papers. All manuscripts must be prepared in English and are subject to a rigorous and fair peer-review process. Generally, accepted papers…
Takayuki Sakuma
The N-body problem is an active research topic in physics for which there are two major algorithms for efficient computation, the fast multipole method and treecode, but these algorithms are not popular in financial engineering. In this article, we apply a fa…
Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa
This paper investigates the universal financial dynamics in two dominant stock markets in Sub-Saharan Africa, through an in-depth analysis of the cross-correlation matrix of price returns in Nigerian Stock Market (NSM) and Johannesburg Stock Exchange (JSE), f…
Neda Bagheri, Hassan Karnameh Haghighi
This paper will focus on pricing options in marketing with two basic assets with risk and one basic asset without risk. In so doing, the Black-Scholes model and the European options which is applicable at the due date were used. By investigating the European…
James B. McDonald, Richard A. Michelfelder
Robust regression estimation deals with selecting estimators that have desirable statistical properties when applied to data drawn from a wide range of distributional characteristics. Ideally, robust estimators are insensitive to small departures from the ass…
Albert N. Sandjo, Fabrice Colin, Salissou Moutari
In this paper, we revisit the optimal consumption and portfolio selection problem for an investor who has access to a risk-free asset (e.g. bank account) with constant return and a risky asset (e.g. stocks) with constant expected return and stochastic volatil…
Hongduo Cao, Ying Li, Weilong Chen, Ji Chen
We estimate an interbank lending distribution matrix, and then assume that the bankruptcy of a bank triggers a series of losses and other bank bankruptcies to establish an interbank bankruptcy chain network. We then analyze this network using the hyperlink-in…
Hong Xiao
Financial support for the development of cultural industry is the policy guidance of Chinese governments at all levels recently, while the cultural financial support policy appeared under the circumstances. The purpose of the policy is to accelerate the devel…
Hervé Boco, Laurent Germain, Fabrice Rousseau
We analyze the result of allowing a risk averse trader to split his order among risk averse market makers. We find that the market makers’ aggregate expected utility of profit can increase with the number of market markers and that the aggregate liquidity alw…
Manamba Epaphra
Policy makers need accurate forecasts about future values of exchange rates. This is due to the fact that exchange rate volatility is a useful measure of uncertainty about the economic environment of a country. This paper applies univariate nonlinear time ser…
Lujun Zhou, Shiyi Zhu
Based on Super-SBM DEA model, this paper investigates the efficiency of 12 Chinese commercial banks from 2005 to 2013 under the consideration of undesirable output, and verifies the truth that considering undesirable outputs (non-performing loans) can make re…
No articles in this issue.
Journal of Mathematical Finance (JMF) aims at presenting the latest developments in pure and applied financial mathematics. It considers important theoretical, empirical and review papers. All manuscripts must be prepared in English and are subject to a rigorous and fair peer-review process. Generally, accepted papers… All articles are open access under a CC BY 4.0 licence, with authors retaining copyright.
Authors submit their manuscript, metadata, and declarations through the portal. There is no submission fee.
The editorial office screens the manuscript for scope, completeness, and formatting before assigning a handling editor.
At least two independent reviewers evaluate the manuscript under single-blind review. Where revisions are required, authors respond point by point.
On acceptance the article processing charge is invoiced and the CC BY 4.0 copyright handover is signed.
The article is copyedited, typeset, and given a DOI, then publishes open access with a permanent link.
Manuscripts must be original and not under consideration elsewhere. Submit in Microsoft Word or LaTeX with figures at 300 dpi minimum. Structure research articles as Abstract, Introduction, Methods, Results, Discussion, and References.
Use the journal's numbered (Vancouver) reference style. Cite sources consecutively in the order they appear, and ensure every reference is complete and retrievable.
Declare all funding sources, conflicts of interest, and ethical approvals (including informed consent and animal-care statements where applicable).